Maybe it's just me, or maybe it's some sort of weird luck, but I find some legendaries are easier to catch using lesser balls. For example, when I was after the Regis, Ultra Balls were useless - as soon as I threw one, they popped out straight away, no shaking at all. I threw a Great Ball, and lo and behold, the balls start shaking. And I have Entei (from Colosseum) in a Pokeball.
Here's what I used my Master Ball on in each game:
Red: Mewtwo
Blue: Mewtwo (yeah I know)
Gold: Raikou
Silver: Suicune
Sapphire: Latias.
Colosseum: Tyranitar.